PIN to PIN does work between devices - no matter where they are located - US/Canada/Europe, etc.
The 'free' part depends on the Blackberry data plan you have since PIN messages use data. If you do a lot of PIN to PIN, and you have a small data plan, you may go over the plans allowance and wind up paying overage fees. If you plan to use it a lot, I'd recommend an unlimited plan.
Oh, wait, Rogers doesn't have that.....